Keep an object's origin at 0 during an animation?
For a video game you don't want to do that. Shape key animations are very expensive and hard to transfer over. Plus, the pieces would not interact with the rest of the game world.

You most likely want to simulate the physics for the pieces in real time in the actual game engine. Often this type of things are made with an intact version of the wall and after the impact happens, the object is removed and the physics-simulated pieces are instantiated. 

Or if you want a non-interactive version you could make a rig for the pieces and bake the simulation on the rig in Blender, then export the object with meshes and animation. Considering how advanced and efficient the physics simulation capabilities of even free and indie game engines are today, this is becoming an increasingly obsolete solution.